Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-16 0.378614 0.417544 0.460259 0.510876 0.569570 0.635918 0.717200
2025-02-23 0.322639 0.370213 0.425450 0.495079 0.581608 0.687105 0.827861
2025-03-02 0.281440 0.332327 0.393906 0.475242 0.581925 0.720201 0.918464
2025-03-09 0.259728 0.314575 0.383461 0.478434 0.609523 0.789873 1.068042
2025-03-16 0.247200 0.306464 0.383507 0.494146 0.654638 0.889085 1.279378
2025-03-23 0.233857 0.295640 0.378336 0.501343 0.687796 0.975461 1.490267
2025-03-30 0.220980 0.284064 0.370651 0.503487 0.712932 1.052740 1.704388
2025-04-06 0.208366 0.271672 0.360456 0.500363 0.728792 1.116710 1.910529
2025-04-13 0.192570 0.253584 0.340461 0.480008 0.713685 1.124135 2.006648
2025-04-20 0.184603 0.246122 0.335400 0.482329 0.736503 1.203178 2.276002
2025-04-27 0.176953 0.238549 0.329480 0.482471 0.755219 1.277402 2.558978
2025-05-04 0.169836 0.231274 0.323404 0.481615 0.771755 1.349996 2.864266
2025-05-11 0.163585 0.225160 0.319051 0.483889 0.795697 1.445702 3.281031
2025-05-18 0.154394 0.214012 0.305929 0.469699 0.786049 1.466286 3.492840
2025-05-25 0.145160 0.202328 0.291240 0.451517 0.766362 1.460623 3.623458
2025-06-01 0.140887 0.198166 0.288540 0.454654 0.790310 1.563050 4.168022
2025-06-08 0.139114 0.197813 0.292041 0.469388 0.840469 1.742666 5.119744
2025-06-15 0.136006 0.195123 0.291381 0.476152 0.874351 1.889410 6.070014
2025-06-22 0.132303 0.191260 0.288437 0.478186 0.897860 2.014167 7.045033
2025-06-29 0.128052 0.186285 0.283247 0.475302 0.909521 2.107799 7.965557
2025-07-06 0.121550 0.177302 0.270537 0.456352 0.880493 2.070051 8.103484
2025-07-13 0.118688 0.174289 0.268284 0.458523 0.903362 2.203784 9.476364
2025-07-20 0.115693 0.170914 0.265180 0.458661 0.921212 2.326990 10.982106